Oh no, this is like an oil question, fifty replies, fifty different opinions, lol.
Personally, and I'm right and everyone else is wrong :laugh:, I don't like the lube to fling all over my rear wheel so for that reason I use a wax spray, specifically Maxima. I lube every 500 miles or so then clean and lube every 1000 or so. Chain is holding up great and looks like new.
The wax sprays will pick up a little more dust but if you lube and clean them on a regular basis it will have no effect on how well they lube and do their job. There are people who will tell you that they lube every few thousand miles, never clean their chains and have zero problems. I'm too obsessive/compulsive for that. :laugh: